• 제목/요약/키워드: Scalping

검색결과 4건 처리시간 0.021초

해외선물 스캘핑을 위한 강화학습 알고리즘의 성능비교 (Performance Comparison of Reinforcement Learning Algorithms for Futures Scalping)

  • 정득교;이세훈;강재모
    • 문화기술의 융합
    • /
    • 제8권5호
    • /
    • pp.697-703
    • /
    • 2022
  • 최근 Covid-19 및 불안한 국제정세로 인한 경기 침체로 많은 투자자들이 투자의 한 수단으로써 파생상품시장을 선택하고 있다. 하지만 파생상품시장은 주식시장에 비해 큰 위험성을 가지고 있으며, 시장 참여자들의 시장에 대한 연구 역시 부족한 실정이다. 최근 인공지능 분야의 발달로 파생상품시장에서도 기계학습이 많이 활용되고 있다. 본 논문은 해외선물에 분 단위로 거래하는 스캘핑 거래의 분석을 위해 기계학습 기법 중 하나인 강화학습을 적용하였다. 데이터 세트는 증권사에서 거래되는 해외선물 상품들 중 4개 상품을 선정해, 6개월간 1분봉 및 3분봉 데이터의 종가, 이동평균선 및 볼린저 밴드 지표들을 이용한 21개의 속성으로 구성하였다. 실험에는 DNN 인공신경망 모델과 강화학습 알고리즘인 DQN(Deep Q-Network), A2C(Advantage Actor Critic), A3C(Asynchronous A2C)를 사용하고, 학습 데이터 세트와 테스트 데이터 세트를 통해 학습 및 검증 하였다. 에이전트는 스캘핑을 위해 매수, 매도 중 하나의 행동을 선택하며, 행동 결과에 따른 포트폴리오 가치의 비율을 보상으로 한다. 실험 결과 에너지 섹터 상품(Heating Oil 및 Crude Oil)이 지수 섹터 상품(Mini Russell 2000 및 Hang Seng Index)에 비해 상대적으로 높은 누적 수익을 보여 주었다.

두경부종양 치료 후 발생한 결손의 피판 및 복합조직이식을 이용한 재건 (Immediate Reconstruction of Defects Developed After Treatment of Head and Neck Tumors Using Cutaneous and Composite Flaps)

  • 탁관철;이영호;류재덕
    • 대한두경부종양학회지
    • /
    • 제1권1호
    • /
    • pp.35-61
    • /
    • 1985
  • The surgical treatment of advanced carcinomas and some benign tumors having clinically malignant behaviors of the head and neck region often require extensive resection, necessitating large flaps for reconstruction. Since the original upper arm flap was described by Tagliacozzi in 1597, a variety of technique such as random pattern local flap, axial flap, distant flap, scalping flap, myocutaneous flap, free flap etc. have been proposed for reconstruction of head, face and neck defects. Reconstruction of the facial defects usually require the use of distant tissue. Traditionally, nasal reconstruction has been carried out with a variety of forehead flaps. In recent years, there has been more acceptance of immediate repairs following the removal of these tumors. As a result, patients are more willing to undergo these extensive resections to improve their chances of cure, with the reasonable expectation that an immediate reconstruction will provide an adequate cosmetic result. Authors experienced 13 cases of head and neck tumor during last three and half years that required wide excision and immediate reconstruction with various flaps, not with primary closure or simple skin graft. We present our experience with varied flaps for reconstruction after wide resection of head and neck tumors 3 cases of defect of dorsum of nose or medial canthus with island forehead flaps, lower eyelid defect with cheek flap, cheek defect with Limberg flap, orbital floor defect with Temporalis muscle flap, lateral neck defects with Pectoralis major myocutaneous flap or Latissimus dorsi myocutaneous free flap, subtotal nose defect with scalping flap, wide forehead defect with Dorsalis pedis free flap and 3 cases of mandibular defect or mandibular defect combined with lower lip defect were reconstructed with free vascularized iliac bone graft or free vascularized iliac bone graft concomitantly combined with free groin flap pedicled on deep circumflex iliac vessels We obtained satisfactory results coincided wi th goal of treatment of head and neck tumors, MAXIMAL CURE RATE with MINIMAL MORBIDITY, OPTIMAL FUNCTION, and an APPEARANCE as close to normal as possible.

  • PDF

Cu-Fe계 합금의 강도 및 전기전도도에 미치는 Cr 원소첨가의 영향 (Effects of Added Cr Element on the Tensile Strength and Electrical Conductivity of Cu-Fe Based Alloys)

  • 김대현;이광학
    • 한국재료학회지
    • /
    • 제20권2호
    • /
    • pp.60-64
    • /
    • 2010
  • This study looked at high performance copper-based alloys as LED lead frame materials with higher electrical-conductivity and the maintenance of superior tensile strength. This study investigated the effects on the tensile strength, electrical conductivity, thermal softening, size and distribution of the precipitation phases when Cr was added in Cu-Fe alloy in order to satisfy characteristics for LED Lead Frame material. Strips of the alloys were produced by casting and then properly treated to achieve a thickness of 0.25 mm by hot-rolling, scalping, and cold-rolling; mechanical properties such as tensile strength, hardness and electrical-conductivity were determined and compared. To determine precipitates in alloy that affect hardness and electrical-conductivity, electron microscope testing was also performed. Cr showed the effect of precipitation hardened with a $Cr_3Si$ precipitation phase. As a result of this experiment, appropriate aging temperature and time have been determined and we have developed a copper-based alloy with high tensile strength and electrical-conductivity. This alloy has the possibility for use as a substitution material for the LED Lead Frame of Cu alloy.

한국에서 국제 골프 토너먼트 규격에 맞는 빠른 그린 관리 방법 - 레이크사이드 컨트리 클럽을 사례로 - (Management to Prepare Fast Green Suitable for International Golf Tournament in Korea - A Case Study of the Lakeside Country Club -)

  • 장유비;김진관;박장혁;심경구
    • 한국조경학회지
    • /
    • 제31권1호
    • /
    • pp.66-77
    • /
    • 2003
  • The purpose of this study is to propose a standard putting green management program to prepare fast green suitable for international golf tournaments, and to conform whether the reported green speed model can be applied to the real field situations. The west course of Lakeside Country Club was selected for the case study. This study was initiated on August 1st, 2001 and continued through October 4th, 2001. The results are summarized as follows: 1. Following the long-term schedule, 'penncross' creeping bentgrass turf was mowed at 5.0mm(37days), 4.5mm(8days), 4.0mm(4days), 3.5mm(2days), 3.2mm(2days), 3.0mm(2days), 2.8mm(2days) and the mowing direction was changed daily. Variation of mowing height was reduced to a minimum range. Core aerification with deep tines was applied 19 days prior to the first practice round. Dry sand maintenance was top-dressed 2 times at 1.5mm/$m^2$ on the 17th day and 1.0mm/$m^2$ on the 10th day. Minimum irrigation was applied to keep the turf alive. During the tournament preparation week, dew on the putting greens was removed by using a sponge roller. Following the dew removal, the greens were cut once each morning at a height of 2.8mm. The mower used was the 21 inch working behind mower equipped with a tournament bedknife and 11 reel blades. Following the mowing, the peens were rolled with a light-weight roller in one direction in the morning. Rolling was used as a finishing technique to ensure that the surface was as smooth as possible, and to provide true ball roll and maximum green speed. In conclusion these management practices satisfied the daily green stimpmeter readings required for USGA championship play. 2. During the period of tournament preparation, no damage was observed on the green, but scalping in green edge appeared in about 0.39% of the total area of 18 greens in the west course.